Regression with autoregressive errors-some asymptotic results (Q3823010): Difference between revisions

@@ Property / author @@
-Ross A. Maller
@@ Property / author: Ross A. Maller / rank @@
-Normal rank
@@ Property / author @@
+Ross A. Maller
@@ Property / author: Ross A. Maller / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331888908802139
+Normal rank
@@ Property / OpenAlex ID @@
+W2068510264
@@ Property / OpenAlex ID: W2068510264 / rank @@
+Normal rank
@@ Property / cites work @@
+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
+Normal rank
@@ Property / cites work @@
+Higher order approximations for autocovariances from linear processes with applications
+Normal rank
@@ Property / cites work @@
+Q5663204
@@ Property / cites work: Q5663204 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
+Normal rank
@@ Property / cites work @@
+Weak and strong consistency of the least squares estimators in regression models
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process
+Normal rank
@@ Property / cites work @@
+Asymptotic Distribution of Maximum Likelihood Estimators in a Linear Model With Autoregressive Disturbances
+Normal rank
@@ Property / cites work @@
+A characterization of limiting distributions of estimators in an autoregressive process
+Normal rank
@@ Property / cites work @@
+On the Statistical Treatment of Linear Stochastic Difference Equations
+Normal rank
@@ Property / cites work @@
+A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
+Normal rank
@@ Property / cites work @@
+A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3823010